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Trade: DYDX/USDT/360/OHLC4/KCL/9078

Strategy
DYDX/USDT/360/OHLC4/KCL/9078
Pair
DYDX_USDT
Interval
6h
Score
660219
Daily Profit
0.352452
Profit Factor
2.641842
Profitability
85.185185
Streak
229.926719
Best Strategy
Training Data Length
1482.750000
Evaluation Time
2025-09-30 19:14
Expiration Time
2025-11-14 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522598.0002 151793.4266 370804.5736 3746982.277 1425239.9953 2321742.2816
Total P&L (%) 522.598 151.7934 370.8046 3746.9823 1425.24 2321.7423
Avg Daily Profit (%) 0.3525 0.1024 0.2501 0.2465 0.1839 0.2152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87643 -26932 -75362 -2181029 -416883 -2136987
Profit Factor 2.6418 2.2601 2.8742 1.6956 1.8192 1.6366
Total Trades 135 68 67 135 68 67
Winning Trades 115 55 60 115 55 60
Losing Trades 20 13 7 20 13 7
Profitability (%) 85.1852 80.8824 89.5522 85.1852 80.8824 89.5522
Ratio Avg Win / Avg Loss 0.4595 0.5342 0.3353 0.2949 0.43 0.1909
Largest Winning Trade 32103 24014 32103 499170 261873 499170
Largest Losing Trade -75362 -22662 -75362 -1839345 -341684 -1839345
Avg Bars in Trades 38 9 68 38 9 68
Avg Bars in Winners 20 5 33 20 5 33
Avg Bars in Losers 147 29 365 147 29 365
Bars Traded 5261 679 4583 5261 679 4583
Profit Streak 229.9267 229.9267 260.4267 229.9267 229.9267 260.4267
Trades During Streak 20 10 14 20 10 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 660219 -158188 -99526 561864 -94830 -101796
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633694400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248868528,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 4
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            522598.0002212164,
            151793.4266002762,
            370804.5736209397,
            3746982.276988201,
            1425239.9953439215,
            2321742.281644279
        ],
        [
            522.598,
            151.793427,
            370.804574,
            3746.982277,
            1425.239995,
            2321.742282
        ],
        [
            0.352452,
            0.102373,
            0.250079,
            0.246459,
            0.183931,
            0.215175
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87643,
            -26932,
            -75362,
            -2181029,
            -416883,
            -2136987
        ],
        [
            2.641842,
            2.260137,
            2.874247,
            1.695558,
            1.81916,
            1.636593
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            115,
            55,
            60,
            115,
            55,
            60
        ],
        [
            20,
            13,
            7,
            20,
            13,
            7
        ],
        [
            85.185185,
            80.882353,
            89.552239,
            85.185185,
            80.882353,
            89.552239
        ],
        [
            0.459451,
            0.534214,
            0.335329,
            0.29488,
            0.429983,
            0.190936
        ],
        [
            32103,
            24014,
            32103,
            499170,
            261873,
            499170
        ],
        [
            -75362,
            -22662,
            -75362,
            -1839345,
            -341684,
            -1839345
        ],
        [
            38,
            9,
            68,
            38,
            9,
            68
        ],
        [
            20,
            5,
            33,
            20,
            5,
            33
        ],
        [
            147,
            29,
            365,
            147,
            29,
            365
        ],
        [
            5261,
            679,
            4583,
            5261,
            679,
            4583
        ],
        [
            229.926719,
            229.926719,
            260.426719,
            229.926719,
            229.926719,
            260.426719
        ],
        [
            20,
            10,
            14,
            20,
            10,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            660219,
            -158188,
            -99526,
            561864,
            -94830,
            -101796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1482.75,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633694400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759248868528,
    "expiration_time": 1763076888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 119,
            "offset": 0,
            "scalar": 4
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)